-88.6%
CDE vs FDS
+9,090.7%
-9,179.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.7% |
| 7D | +2.3% | -5.4% | +7.7% | +3.6% |
| 30D | +18.8% | +1.6% | +17.2% | +18.3% |
| 3M | +23.5% | +17.7% | +5.8% | +17.6% |
| 6M | -8.6% | +29.1% | -37.7% | -16.0% |
| YTD | +16.0% | +1.0% | +15.0% | +12.8% |
| 1Y | +42.1% | -21.6% | +63.7% | +46.0% |
| 3Y | +835.9% | -30.1% | +866.0% | +885.7% |
| 5Y | +197.6% | -20.7% | +218.3% | +203.1% |
| 10Y | +39.6% | +78.3% | -38.7% | +18.4% |
| All | -88.6% | +9,090.7% | -9,179.3% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling